+1,381.0%
NET vs FTI
+259.5%
+1,121.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -2.1% |
| 7D | -16.4% | -9.7% | -6.7% | -15.1% |
| 30D | -25.8% | -8.2% | -17.7% | -24.9% |
| 3M | -11.5% | -7.8% | -3.7% | -10.6% |
| 6M | +18.9% | -13.4% | +32.3% | +21.0% |
| YTD | +35.2% | +45.1% | -9.8% | +27.5% |
| 1Y | +14.5% | +54.6% | -40.1% | +6.9% |
| 3Y | +313.8% | +195.2% | +118.7% | +252.4% |
| 5Y | +32.6% | +792.3% | -759.8% | +0.9% |
| All | +1,381.0% | +259.5% | +1,121.5% | +1,089.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling